"When you download the framework or the project, before unzipping the archive, right click on the .zip file and hit Properties. You should see a button near the bottom that says "Unblock" - click this and close.

Proceed unzipping the file, adding the libraries and such, and all should be well.

Yes it does. And there is no problem at all. Any alternatives on loading the GDAL in my project? Apart from copying Data Extensions Folder in Debug Folder?

The fact is that the extension they have is .txt (I do not know why) and I rename them to .asc But still there have the structure that is described here ( http://en.wikipedia.org/wiki/Esri_grid). According to this procedure they are loaded normally
in MapWindow version 4.8 R3 (4.8.4). Please help.